Sass, Jörn; Westphal, Dorothee; Wunderlich, Ralf Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift. (English) Zbl 07317342 J. Appl. Probab. 58, No. 1, 197-216 (2021). MSC: 91G15 91G10 93E11 93E20 60F25 PDF BibTeX XML Cite \textit{J. Sass} et al., J. Appl. Probab. 58, No. 1, 197--216 (2021; Zbl 07317342) Full Text: DOI
Al Masry, Zeina; Mercier, Sophie; Verdier, Ghislain Stochastic comparisons and ageing properties of an extended gamma process. (English) Zbl 07317339 J. Appl. Probab. 58, No. 1, 140-163 (2021). MSC: 60K10 60E15 60G51 PDF BibTeX XML Cite \textit{Z. Al Masry} et al., J. Appl. Probab. 58, No. 1, 140--163 (2021; Zbl 07317339) Full Text: DOI
Harang, Fabian A.; Lagunas-Merino, Marc; Ortiz-Latorre, Salvador Self-exciting multifractional processes. (English) Zbl 07317333 J. Appl. Probab. 58, No. 1, 22-41 (2021). MSC: 60G22 60H20 60H35 PDF BibTeX XML Cite \textit{F. A. Harang} et al., J. Appl. Probab. 58, No. 1, 22--41 (2021; Zbl 07317333) Full Text: DOI
Saarinen, Harto; Lempa, Jukka Ergodic control of diffusions with random intervention times. (English) Zbl 07317330 J. Appl. Probab. 58, No. 1, 1-21 (2021). MSC: 49J55 49N25 49L20 60J60 PDF BibTeX XML Cite \textit{H. Saarinen} and \textit{J. Lempa}, J. Appl. Probab. 58, No. 1, 1--21 (2021; Zbl 07317330) Full Text: DOI
Grobler, Jacobus J. Stopped processes and Doob’s optional sampling theorem. (English) Zbl 07317196 J. Math. Anal. Appl. 497, No. 1, Article ID 124875, 14 p. (2021). MSC: 60 62 PDF BibTeX XML Cite \textit{J. J. Grobler}, J. Math. Anal. Appl. 497, No. 1, Article ID 124875, 14 p. (2021; Zbl 07317196) Full Text: DOI
Fatheddin, Parisa The law of the iterated logarithm for a class of SPDEs. (English) Zbl 07316864 Stochastic Anal. Appl. 39, No. 1, 113-135 (2021). MSC: 60H15 60F10 60J68 PDF BibTeX XML Cite \textit{P. Fatheddin}, Stochastic Anal. Appl. 39, No. 1, 113--135 (2021; Zbl 07316864) Full Text: DOI
Li, Feng; Yao, Keming; Li, Bo; Jia, Li A novel learning algorithm of the neuro-fuzzy based Hammerstein-Wiener model corrupted by process noise. (English) Zbl 07315766 J. Franklin Inst. 358, No. 3, 2115-2137 (2021). MSC: 93C42 93E03 93C10 PDF BibTeX XML Cite \textit{F. Li} et al., J. Franklin Inst. 358, No. 3, 2115--2137 (2021; Zbl 07315766) Full Text: DOI
Kim, Sung Hyun Nonquadratic stabilization conditions for nonhomogeneous Markovian jump fuzzy systems with higher-level operation modes. (English) Zbl 07315740 J. Franklin Inst. 358, No. 2, 1553-1577 (2021). MSC: 93E15 93C42 PDF BibTeX XML Cite \textit{S. H. Kim}, J. Franklin Inst. 358, No. 2, 1553--1577 (2021; Zbl 07315740) Full Text: DOI
Fujii, Tomohiro; Hirokawa, Masao A data concealing technique with random noise disturbance and a restoring technique for the concealed data by stochastic process estimation. (English) Zbl 07315586 Takagi, Tsuyoshi (ed.) et al., International symposium on mathematics, quantum theory, and cryptography. Proceedings of MQC 2019, Fukuoka, Japan, September 25–27, 2019. Singapore: Springer (ISBN 978-981-15-5190-1/hbk; 978-981-15-5191-8/ebook). Mathematics for Industry 33, 103-124 (2021). MSC: 94A60 PDF BibTeX XML Cite \textit{T. Fujii} and \textit{M. Hirokawa}, Math. Ind. (Tokyo) 33, 103--124 (2021; Zbl 07315586) Full Text: DOI
Zhang, Hua Absolute continuity of the laws of one-dimensional reflected stochastic differential equations involving the maximum process. (English) Zbl 07315360 J. Math. Anal. Appl. 495, No. 1, Article ID 124692, 31 p. (2021). MSC: 60 65 PDF BibTeX XML Cite \textit{H. Zhang}, J. Math. Anal. Appl. 495, No. 1, Article ID 124692, 31 p. (2021; Zbl 07315360) Full Text: DOI
Lefebvre, Mario; Moutassim, Abderrazak Exact solutions to the homing problem for a Wiener process with jumps. (English) Zbl 07313468 Optimization 70, No. 2, 307-319 (2021). MSC: 93E20 60J70 93C15 PDF BibTeX XML Cite \textit{M. Lefebvre} and \textit{A. Moutassim}, Optimization 70, No. 2, 307--319 (2021; Zbl 07313468) Full Text: DOI
Mirzaee, Farshid; Solhi, Erfan; Samadyar, Nasrin Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations. (English) Zbl 07310818 Appl. Numer. Math. 161, 275-285 (2021). MSC: 45R 65C 60H PDF BibTeX XML Cite \textit{F. Mirzaee} et al., Appl. Numer. Math. 161, 275--285 (2021; Zbl 07310818) Full Text: DOI
Skripka, Anna MSE bounds for estimators of matrix functions. (English) Zbl 07309799 Linear Algebra Appl. 609, 231-252 (2021). MSC: 15A45 15A16 62H12 60B20 15A60 PDF BibTeX XML Cite \textit{A. Skripka}, Linear Algebra Appl. 609, 231--252 (2021; Zbl 07309799) Full Text: DOI
Li, Qi; Mukherjee, Amitava; Song, Zhi; Zhang, Jiujun Phase-II monitoring of exponentially distributed process based on type-II censored data for a possible shift in location-scale. (English) Zbl 07309592 J. Comput. Appl. Math. 389, Article ID 113315, 18 p. (2021). MSC: 62P30 62N01 60G12 PDF BibTeX XML Cite \textit{Q. Li} et al., J. Comput. Appl. Math. 389, Article ID 113315, 18 p. (2021; Zbl 07309592) Full Text: DOI
Lee, Hyunju; Cha, Ji Hwan A general multivariate new better than used (MNBU) distribution and its properties. (English) Zbl 07308642 Metrika 84, No. 1, 27-46 (2021). MSC: 60E05 60E15 62H86 PDF BibTeX XML Cite \textit{H. Lee} and \textit{J. H. Cha}, Metrika 84, No. 1, 27--46 (2021; Zbl 07308642) Full Text: DOI
Kabanov, Yu. M. On sets of laws of continuous martingales. (English. Russian original) Zbl 07308482 Theory Probab. Appl. 65, No. 4, 652-655 (2021); translation from Teor. Veroyatn. Primen. 65, No. 4, 823-828 (2020). MSC: 60 65 PDF BibTeX XML Cite \textit{Yu. M. Kabanov}, Theory Probab. Appl. 65, No. 4, 652--655 (2021; Zbl 07308482); translation from Teor. Veroyatn. Primen. 65, No. 4, 823--828 (2020) Full Text: DOI
Mammadova, Ulduz; Özkale, M. Revan Profile monitoring for count data using Poisson and Conway-Maxwell-Poisson regression-based control charts under multicollinearity problem. (English) Zbl 07305209 J. Comput. Appl. Math. 388, Article ID 113275, 17 p. (2021). MSC: 62P30 62J07 93E10 PDF BibTeX XML Cite \textit{U. Mammadova} and \textit{M. R. Özkale}, J. Comput. Appl. Math. 388, Article ID 113275, 17 p. (2021; Zbl 07305209) Full Text: DOI
Maleki Almani, H.; Hosseini, S. M.; Tahmasebi, M. Fractional Brownian motion with two-variable Hurst exponent. (English) Zbl 07305203 J. Comput. Appl. Math. 388, Article ID 113262, 24 p. (2021). MSC: 60G05 60G10 60G15 60G17 60G18 60G20 60G22 60G50 PDF BibTeX XML Cite \textit{H. Maleki Almani} et al., J. Comput. Appl. Math. 388, Article ID 113262, 24 p. (2021; Zbl 07305203) Full Text: DOI
Nakao, Hideaki; Jiang, Ruiwei; Shen, Siqian Distributionally robust partially observable Markov decision process with moment-based ambiguity. (English) Zbl 07304313 SIAM J. Optim. 31, No. 1, 461-488 (2021). MSC: 90C40 90C17 93E20 PDF BibTeX XML Cite \textit{H. Nakao} et al., SIAM J. Optim. 31, No. 1, 461--488 (2021; Zbl 07304313) Full Text: DOI
Prakasa Rao, B. L. S. Nonparametric estimation of trend for stochastic differential equations driven by fractional Levy process. (English) Zbl 07302995 J. Stat. Theory Pract. 15, No. 1, Paper No. 7, 12 p. (2021). MSC: 62G07 62M09 60G15 60G22 60G65 60H15 PDF BibTeX XML Cite \textit{B. L. S. Prakasa Rao}, J. Stat. Theory Pract. 15, No. 1, Paper No. 7, 12 p. (2021; Zbl 07302995) Full Text: DOI
Huang, Xing; Yang, Fen-Fen Distribution-dependent SDEs with Hölder continuous drift and \(\alpha\)-stable noise. (English) Zbl 07300823 Numer. Algorithms 86, No. 2, 813-831 (2021). MSC: 65 60H35 41A25 60H10 PDF BibTeX XML Cite \textit{X. Huang} and \textit{F.-F. Yang}, Numer. Algorithms 86, No. 2, 813--831 (2021; Zbl 07300823) Full Text: DOI
Hairer, Martin; Pardoux, Étienne Fluctuations around a homogenised semilinear random PDE. (English) Zbl 07298824 Arch. Ration. Mech. Anal. 239, No. 1, 151-217 (2021). MSC: 35R60 35B27 35K20 35K58 60H05 PDF BibTeX XML Cite \textit{M. Hairer} and \textit{É. Pardoux}, Arch. Ration. Mech. Anal. 239, No. 1, 151--217 (2021; Zbl 07298824) Full Text: DOI
Kutoyants, Yury A.; Zhou, Li On parameter estimation of the hidden Gaussian process in perturbed SDE. (English) Zbl 07298088 Electron. J. Stat. 15, No. 1, 211-234 (2021). Reviewer: Oscar Bustos (Córdoba) MSC: 62M05 62M20 62F12 60H10 60G15 PDF BibTeX XML Cite \textit{Y. A. Kutoyants} and \textit{L. Zhou}, Electron. J. Stat. 15, No. 1, 211--234 (2021; Zbl 07298088) Full Text: DOI Euclid
Bertail, Patrice; Dudek, Anna E. Consistency of the frequency domain bootstrap for differentiable functionals. (English) Zbl 07298084 Electron. J. Stat. 15, No. 1, 1-36 (2021). Reviewer: Dimitrios Bagkavos (Ioannina) MSC: 62M15 62M10 62G09 62G20 PDF BibTeX XML Cite \textit{P. Bertail} and \textit{A. E. Dudek}, Electron. J. Stat. 15, No. 1, 1--36 (2021; Zbl 07298084) Full Text: DOI Euclid
Fu, Zuopeng; Wang, Yizao Simulations for Karlin random fields. (English) Zbl 07298007 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 167-192 (2021). MSC: 60G22 60G52 60G60 PDF BibTeX XML Cite \textit{Z. Fu} and \textit{Y. Wang}, ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 167--192 (2021; Zbl 07298007) Full Text: Link
Knill, Oliver Probability theory and stochastic processes with applications (to appear). 2nd edition. (English) Zbl 07291786 Hackensack, NJ: World Scientific (ISBN 978-981-310-948-3/hbk; 978-981-310-949-0/pbk). 500 p. (2021). MSC: 60-01 60A05 60G05 PDF BibTeX XML Cite \textit{O. Knill}, Probability theory and stochastic processes with applications (to appear). 2nd edition. Hackensack, NJ: World Scientific (2021; Zbl 07291786) Full Text: DOI
Xu, Jin; Mu, Rongji; Xiong, Cui A Bayesian stochastic approximation method. (English) Zbl 07290656 J. Stat. Plann. Inference 211, 391-401 (2021). MSC: 62L20 62L05 62G08 62H12 62K20 PDF BibTeX XML Cite \textit{J. Xu} et al., J. Stat. Plann. Inference 211, 391--401 (2021; Zbl 07290656) Full Text: DOI
Kaino, Yusuke; Uchida, Masayuki Parametric estimation for a parabolic linear SPDE model based on discrete observations. (English) Zbl 07290646 J. Stat. Plann. Inference 211, 190-220 (2021). MSC: 62F10 60H15 60J60 PDF BibTeX XML Cite \textit{Y. Kaino} and \textit{M. Uchida}, J. Stat. Plann. Inference 211, 190--220 (2021; Zbl 07290646) Full Text: DOI
Formanov, Sh. K.; Khamdamov, I. M. On joint probability distribution of the number of vertices and area of the convex hulls generated by a Poisson point process. (English) Zbl 07290517 Stat. Probab. Lett. 169, Article ID 108966, 8 p. (2021). MSC: 60F05 60D05 PDF BibTeX XML Cite \textit{Sh. K. Formanov} and \textit{I. M. Khamdamov}, Stat. Probab. Lett. 169, Article ID 108966, 8 p. (2021; Zbl 07290517) Full Text: DOI
Tsai, Henghsiu; Ho, Hwai-Chung; Chen, Hung-Yin Non-parametric inference on risk measures for integrated returns. (English) Zbl 1451.91232 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2485-2497 (2021). MSC: 91G70 62P05 62G05 PDF BibTeX XML Cite \textit{H. Tsai} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2485--2497 (2021; Zbl 1451.91232) Full Text: DOI
Kao, Lie-Jane; Lee, Cheng Few VG NGARCH versus GARJI model for asset price dynamics. (English) Zbl 1451.91207 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2437-2459 (2021). MSC: 91G30 62P05 62M10 PDF BibTeX XML Cite \textit{L.-J. Kao} and \textit{C. F. Lee}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2437--2459 (2021; Zbl 1451.91207) Full Text: DOI
Chen, Ren Raw; Lee, Cheng Few; Lee, Han-Hsing Empirical performance of the constant elasticity variance option pricing model. (English) Zbl 1452.91305 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1903-1942 (2021). MSC: 91G20 60G40 91G60 91G40 PDF BibTeX XML Cite \textit{R. R. Chen} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1903--1942 (2021; Zbl 1452.91305) Full Text: DOI
Zhang, Xiaofeng; Yuan, Rong Pullback attractor for random chemostat model driven by colored noise. (English) Zbl 07281339 Appl. Math. Lett. 112, Article ID 106833, 5 p. (2021). MSC: 37L30 37H30 PDF BibTeX XML Cite \textit{X. Zhang} and \textit{R. Yuan}, Appl. Math. Lett. 112, Article ID 106833, 5 p. (2021; Zbl 07281339) Full Text: DOI
Li, Yunzhang; Tang, Shanjian Approximation of backward stochastic partial differential equations by a splitting-up method. (English) Zbl 1450.65004 J. Math. Anal. Appl. 493, No. 1, Article ID 124518, 37 p. (2021). MSC: 65C30 35R60 60H15 PDF BibTeX XML Cite \textit{Y. Li} and \textit{S. Tang}, J. Math. Anal. Appl. 493, No. 1, Article ID 124518, 37 p. (2021; Zbl 1450.65004) Full Text: DOI
Amir, Ariel Thinking probabilistically. Stochastic processes, disordered systems, and their applications. (English) Zbl 1451.60001 Cambridge: Cambridge University Press (ISBN 978-1-108-78998-1/pbk; 978-1-108-47952-3/hbk; 978-1-108-85525-9/ebook). viii, 234 p. (2021). MSC: 60-01 60G05 60K40 PDF BibTeX XML Cite \textit{A. Amir}, Thinking probabilistically. Stochastic processes, disordered systems, and their applications. Cambridge: Cambridge University Press (2021; Zbl 1451.60001) Full Text: DOI
Khalaf, Anas Dheyab; Abouagwa, Mahmoud; Mustafa, Almushaira; Wang, Xiangjun Stochastic Volterra integral equations with jumps and the strong superconvergence of the Euler-Maruyama approximation. (English) Zbl 1452.65018 J. Comput. Appl. Math. 382, Article ID 113071, 14 p. (2021). MSC: 65C30 34K50 45D05 60H20 PDF BibTeX XML Cite \textit{A. D. Khalaf} et al., J. Comput. Appl. Math. 382, Article ID 113071, 14 p. (2021; Zbl 1452.65018) Full Text: DOI
Villa, Elena; Rios, Paulo R. On volume and surface densities of dynamical germ-grain models with ellipsoidal growth: a rigorous approach with applications to materials science. (English) Zbl 07316806 Stochastic Anal. Appl. 38, No. 6, 1134-1155 (2020). MSC: 60D05 28A75 74A25 PDF BibTeX XML Cite \textit{E. Villa} and \textit{P. R. Rios}, Stochastic Anal. Appl. 38, No. 6, 1134--1155 (2020; Zbl 07316806) Full Text: DOI
Abundo, Mario An inverse problem for the first-passage place of some diffusion processes with random starting point. (English) Zbl 07316805 Stochastic Anal. Appl. 38, No. 6, 1122-1133 (2020). MSC: 60J60 60H05 60H10 PDF BibTeX XML Cite \textit{M. Abundo}, Stochastic Anal. Appl. 38, No. 6, 1122--1133 (2020; Zbl 07316805) Full Text: DOI
Comte, Fabienne; Genon-Catalot, Valentine Nonparametric drift estimation for i.i.d. paths of stochastic differential equations. (English) Zbl 07315913 Ann. Stat. 48, No. 6, 3336-3365 (2020). MSC: 62G07 62M05 60J60 60H10 PDF BibTeX XML Cite \textit{F. Comte} and \textit{V. Genon-Catalot}, Ann. Stat. 48, No. 6, 3336--3365 (2020; Zbl 07315913) Full Text: DOI Euclid
Han, Qiyang; Zhang, Cun-Hui Limit distribution theory for block estimators in multiple isotonic regression. (English) Zbl 07315910 Ann. Stat. 48, No. 6, 3251-3282 (2020). MSC: 60E15 62G05 PDF BibTeX XML Cite \textit{Q. Han} and \textit{C.-H. Zhang}, Ann. Stat. 48, No. 6, 3251--3282 (2020; Zbl 07315910) Full Text: DOI Euclid
Blath, Jochen; Tóbiás, András Invasion and fixation of microbial dormancy traits under competitive pressure. (English) Zbl 07312459 Stochastic Processes Appl. 130, No. 12, 7363-7395 (2020). MSC: 60J85 92C99 PDF BibTeX XML Cite \textit{J. Blath} and \textit{A. Tóbiás}, Stochastic Processes Appl. 130, No. 12, 7363--7395 (2020; Zbl 07312459) Full Text: DOI
Christensen, Sören; Sohr, Tobias A solution technique for Lévy driven long term average impulse control problems. (English) Zbl 07312457 Stochastic Processes Appl. 130, No. 12, 7303-7337 (2020). MSC: 93E03 93C27 60G51 PDF BibTeX XML Cite \textit{S. Christensen} and \textit{T. Sohr}, Stochastic Processes Appl. 130, No. 12, 7303--7337 (2020; Zbl 07312457) Full Text: DOI
Schmidt, Thorsten; Tappe, Stefan; Yu, Weijun Infinite dimensional affine processes. (English) Zbl 07312452 Stochastic Processes Appl. 130, No. 12, 7131-7169 (2020). MSC: 60J25 60H10 PDF BibTeX XML Cite \textit{T. Schmidt} et al., Stochastic Processes Appl. 130, No. 12, 7131--7169 (2020; Zbl 07312452) Full Text: DOI
Sagadeeva, M. A.; Bychkov, E. V.; Tsyplenkova, O. N. The Pyt’ev-Chulichkov method for constructing a measurement in the Shestakov-Sviridyuk model. (Russian. English summary) Zbl 07312383 Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 13, No. 4, 81-93 (2020). MSC: 60H40 62M86 49J15 PDF BibTeX XML Cite \textit{M. A. Sagadeeva} et al., Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 13, No. 4, 81--93 (2020; Zbl 07312383) Full Text: DOI MNR
Jacobovic, Royi; Kella, Offer Minimizing a stochastic convex function subject to stochastic constraints and some applications. (English) Zbl 07312355 Stochastic Processes Appl. 130, No. 11, 7004-7018 (2020). MSC: 90C15 60G99 PDF BibTeX XML Cite \textit{R. Jacobovic} and \textit{O. Kella}, Stochastic Processes Appl. 130, No. 11, 7004--7018 (2020; Zbl 07312355) Full Text: DOI
Xue, Xiaofeng; Zhao, Linjie Hydrodynamics of the weakly asymmetric normalized binary contact path process. (English) Zbl 07312347 Stochastic Processes Appl. 130, No. 11, 6757-6782 (2020). MSC: 82C22 82C20 82C40 60J25 60H35 92D30 PDF BibTeX XML Cite \textit{X. Xue} and \textit{L. Zhao}, Stochastic Processes Appl. 130, No. 11, 6757--6782 (2020; Zbl 07312347) Full Text: DOI
Eddahbi, M’hamed; Fakhouri, Imade; Ouknine, Youssef Reflected BSDEs with jumps in time-dependent convex càdlàg domains. (English) Zbl 07312339 Stochastic Processes Appl. 130, No. 11, 6515-6555 (2020). MSC: 60H10 60H20 PDF BibTeX XML Cite \textit{M. Eddahbi} et al., Stochastic Processes Appl. 130, No. 11, 6515--6555 (2020; Zbl 07312339) Full Text: DOI
Borisov, A. V. \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. II: Numerical analysis of particular realizations schemes. (English. Russian original) Zbl 07312189 Autom. Remote Control 81, No. 12, 2160-2180 (2020); translation from Avtom. Telemekh. 2020, No. 12, 24-49 (2020). MSC: 60G35 60J76 65C05 PDF BibTeX XML Cite \textit{A. V. Borisov}, Autom. Remote Control 81, No. 12, 2160--2180 (2020; Zbl 07312189); translation from Avtom. Telemekh. 2020, No. 12, 24--49 (2020) Full Text: DOI
Borisov, A. V. \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. I: Exact solution and numerical implementation schemes. (English. Russian original) Zbl 07312176 Autom. Remote Control 81, No. 11, 1945-1962 (2020); translation from Avtom. Telemekh. 2020, No. 11, 11-31 (2020). MSC: 60G35 60J76 65C05 PDF BibTeX XML Cite \textit{A. V. Borisov}, Autom. Remote Control 81, No. 11, 1945--1962 (2020; Zbl 07312176); translation from Avtom. Telemekh. 2020, No. 11, 11--31 (2020) Full Text: DOI
Wang, Junyuan; Ye, Jimin Extended repair model for a deteriorating system with its repairman having vacations. (English) Zbl 07311794 Optim. Lett. 14, No. 7, 1887-1905 (2020). MSC: 90C PDF BibTeX XML Cite \textit{J. Wang} and \textit{J. Ye}, Optim. Lett. 14, No. 7, 1887--1905 (2020; Zbl 07311794) Full Text: DOI
Anastassiou, George A. Conformable fractional approximation of stochastic processes. (English) Zbl 07311562 Bull. Allahabad Math. Soc. 35, No. 1, 55-96 (2020). MSC: 60H25 60E15 41A17 PDF BibTeX XML Cite \textit{G. A. Anastassiou}, Bull. Allahabad Math. Soc. 35, No. 1, 55--96 (2020; Zbl 07311562)
Cruz, José M. T. S.; Ševčovič, Daniel On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models. (English) Zbl 07309987 Japan J. Ind. Appl. Math. 37, No. 3, 697-721 (2020). MSC: 45K05 35K58 34G20 91G20 PDF BibTeX XML Cite \textit{J. M. T. S. Cruz} and \textit{D. Ševčovič}, Japan J. Ind. Appl. Math. 37, No. 3, 697--721 (2020; Zbl 07309987) Full Text: DOI
Fonseca-Mora, Christian A. Regularization of cylindrical processes in locally convex spaces. (English) Zbl 07308699 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, No. 4, Article ID 2050027, 22 p. (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60B11 60G20 60G17 60G51 PDF BibTeX XML Cite \textit{C. A. Fonseca-Mora}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, No. 4, Article ID 2050027, 22 p. (2020; Zbl 07308699) Full Text: DOI
Zhai, Jianliang; Zhang, Tusheng; Zheng, Wuting Large deviations for stochastic models of two-dimensional second grade fluids driven by Lévy noise. (English) Zbl 07308698 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, No. 4, Article ID 2050026, 34 p. (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H15 35R60 37L55 PDF BibTeX XML Cite \textit{J. Zhai} et al., Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, No. 4, Article ID 2050026, 34 p. (2020; Zbl 07308698) Full Text: DOI
Nipa, Kaniz Fatema; Allen, Linda J. S. Disease emergence in multi-patch stochastic epidemic models with demographic and seasonal variability. (English) Zbl 07308614 Bull. Math. Biol. 82, No. 12, Paper No. 152, 30 p. (2020). MSC: 92D30 60J85 PDF BibTeX XML Cite \textit{K. F. Nipa} and \textit{L. J. S. Allen}, Bull. Math. Biol. 82, No. 12, Paper No. 152, 30 p. (2020; Zbl 07308614) Full Text: DOI
Murphy, Keefe; Viroli, Cinzia; Gormley, Isobel Claire Infinite mixtures of infinite factor analysers. (English) Zbl 07307954 Bayesian Anal. 15, No. 3, 937-963 (2020). MSC: 62H30 60G20 PDF BibTeX XML Cite \textit{K. Murphy} et al., Bayesian Anal. 15, No. 3, 937--963 (2020; Zbl 07307954) Full Text: DOI Euclid
Zhang, Bohai; Cressie, Noel Bayesian inference of spatio-temporal changes of arctic sea ice. (English) Zbl 07307942 Bayesian Anal. 15, No. 2, 605-631 (2020). MSC: 62P12 62F15 62H11 62J12 62M20 60G15 86A05 PDF BibTeX XML Cite \textit{B. Zhang} and \textit{N. Cressie}, Bayesian Anal. 15, No. 2, 605--631 (2020; Zbl 07307942) Full Text: DOI Euclid
Seo, Seungpyo; Lee, Changsoo; Kim, Eunsa; Yune, Kyeol; Kim, Chongam Least-square switching process for accurate and efficient gradient estimation on unstructured grid. (English) Zbl 07307919 J. Korean Soc. Ind. Appl. Math. 24, No. 1, 1-22 (2020). MSC: 93E24 PDF BibTeX XML Cite \textit{S. Seo} et al., J. Korean Soc. Ind. Appl. Math. 24, No. 1, 1--22 (2020; Zbl 07307919) Full Text: DOI
Akinwande, Grace; Reitzner, Matthias Multivariate central limit theorems for random simplicial complexes. (English) Zbl 07304595 Adv. Appl. Math. 121, Article ID 102076, 27 p. (2020). MSC: 60D05 60F05 55U10 PDF BibTeX XML Cite \textit{G. Akinwande} and \textit{M. Reitzner}, Adv. Appl. Math. 121, Article ID 102076, 27 p. (2020; Zbl 07304595) Full Text: DOI
Trinh, Khanh Duy On persistent homology of random Čech complexes. (English) Zbl 07304023 RIMS Kôkyûroku Bessatsu B79, 215-228 (2020). MSC: 60D05 55N31 57Q70 60K35 PDF BibTeX XML Cite \textit{K. D. Trinh}, RIMS Kôkyûroku Bessatsu B79, 215--228 (2020; Zbl 07304023) Full Text: Link
Njike Leunga, Charles Guy; Hainaut, Donatien Interbank credit risk modeling with self-exciting jump processes. (English) Zbl 07303456 Int. J. Theor. Appl. Finance 23, No. 6, Article ID 2050039, 32 p. (2020). MSC: 91G40 91G30 PDF BibTeX XML Cite \textit{C. G. Njike Leunga} and \textit{D. Hainaut}, Int. J. Theor. Appl. Finance 23, No. 6, Article ID 2050039, 32 p. (2020; Zbl 07303456) Full Text: DOI
Zhao, Wenqiang; Zhang, Yijin; Chen, Shangjie Higher-order Wong-Zakai approximations of stochastic reaction-diffusion equations on \(\mathbb{R}^N\). (English) Zbl 1453.35008 Physica D 401, Article ID 132147, 15 p. (2020). MSC: 35A35 35R60 35K57 37H10 60H15 PDF BibTeX XML Cite \textit{W. Zhao} et al., Physica D 401, Article ID 132147, 15 p. (2020; Zbl 1453.35008) Full Text: DOI
Hallman, Eric Sharp 2-norm error bounds for LSQR and the conjugate gradient method. (English) Zbl 07301583 SIAM J. Matrix Anal. Appl. 41, No. 3, 1183-1207 (2020). MSC: 65F10 65F20 65F50 93E24 PDF BibTeX XML Cite \textit{E. Hallman}, SIAM J. Matrix Anal. Appl. 41, No. 3, 1183--1207 (2020; Zbl 07301583) Full Text: DOI
Mamporia, Badri; Purtukhia, Omar Banach space valued functionals of the Wiener process. (English) Zbl 07300704 Trans. A. Razmadze Math. Inst. 174, No. 2, 207-216 (2020). MSC: 60B11 60H05 60H07 PDF BibTeX XML Cite \textit{B. Mamporia} and \textit{O. Purtukhia}, Trans. A. Razmadze Math. Inst. 174, No. 2, 207--216 (2020; Zbl 07300704) Full Text: Link
Zeddouk, Fadoua; Devolder, Pierre Mean reversion in stochastic mortality: why and how? (English) Zbl 07299074 Eur. Actuar. J. 10, No. 2, 499-525 (2020). MSC: 91G05 60J70 PDF BibTeX XML Cite \textit{F. Zeddouk} and \textit{P. Devolder}, Eur. Actuar. J. 10, No. 2, 499--525 (2020; Zbl 07299074) Full Text: DOI
Lototsky, S. V.; Rozovsky, B. L. Classical and generalized solutions of fractional stochastic differential equations. (English) Zbl 07298957 Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 4, 761-786 (2020). MSC: 60H15 60H10 60H40 34A08 35R15 35R11 35R60 PDF BibTeX XML Cite \textit{S. V. Lototsky} and \textit{B. L. Rozovsky}, Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 4, 761--786 (2020; Zbl 07298957) Full Text: DOI
Xu, Yuqian; Zhu, Lingjiong; Pinedo, Michael Operational risk management: a stochastic control framework with preventive and corrective controls. (English) Zbl 07298151 Oper. Res. 68, No. 6, 1804-1825 (2020). MSC: 91G45 93E20 PDF BibTeX XML Cite \textit{Y. Xu} et al., Oper. Res. 68, No. 6, 1804--1825 (2020; Zbl 07298151) Full Text: DOI
Swishchuk, Anatoliy Stochastic modelling of big data in finance. (English) Zbl 07297575 Methodol. Comput. Appl. Probab. 22, No. 4, 1613-1630 (2020). MSC: 91G15 91G80 60F05 60G55 60K15 PDF BibTeX XML Cite \textit{A. Swishchuk}, Methodol. Comput. Appl. Probab. 22, No. 4, 1613--1630 (2020; Zbl 07297575) Full Text: DOI
Ling, Chengxiu; Zhang, Hong On generalized Berman constants. (English) Zbl 07297551 Methodol. Comput. Appl. Probab. 22, No. 3, 1125-1143 (2020). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{C. Ling} and \textit{H. Zhang}, Methodol. Comput. Appl. Probab. 22, No. 3, 1125--1143 (2020; Zbl 07297551) Full Text: DOI
van Lieshout, M. N. M. Infill asymptotics and bandwidth selection for kernel estimators of spatial intensity functions. (English) Zbl 07297546 Methodol. Comput. Appl. Probab. 22, No. 3, 995-1008 (2020). MSC: 60G55 62G07 60D05 PDF BibTeX XML Cite \textit{M. N. M. van Lieshout}, Methodol. Comput. Appl. Probab. 22, No. 3, 995--1008 (2020; Zbl 07297546) Full Text: DOI
Pène, Françoise; Saussol, Benoît Spatio-temporal Poisson processes for visits to small sets. (English) Zbl 07297418 Isr. J. Math. 240, No. 2, 625-665 (2020). MSC: 37A50 37A05 37A30 37C83 37D35 60G55 PDF BibTeX XML Cite \textit{F. Pène} and \textit{B. Saussol}, Isr. J. Math. 240, No. 2, 625--665 (2020; Zbl 07297418) Full Text: DOI
Sagadeeva, M. A. Construction an observation in the Shestakov-Sviridyuk model in terms of multidimensional “white noise” distortion. (Russian. English summary) Zbl 07296524 Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat., Mekh., Fiz. 12, No. 4, 41-50 (2020). MSC: 62H12 94A12 60G07 60H40 PDF BibTeX XML Cite \textit{M. A. Sagadeeva}, Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat., Mekh., Fiz. 12, No. 4, 41--50 (2020; Zbl 07296524) Full Text: DOI MNR
Avetisian, Diana; Ralchenko, Kostiantyn Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation. (English) Zbl 07296197 Mod. Stoch., Theory Appl. 7, No. 3, 339-356 (2020). MSC: 60H15 35R11 35R60 60G22 62F10 PDF BibTeX XML Cite \textit{D. Avetisian} and \textit{K. Ralchenko}, Mod. Stoch., Theory Appl. 7, No. 3, 339--356 (2020; Zbl 07296197) Full Text: DOI
Barczy, Mátyás; Bősze, Zsuzsanna; Pap, Gyula On tail behaviour of stationary second-order Galton-Watson processes with immigration. (English) Zbl 07296196 Mod. Stoch., Theory Appl. 7, No. 3, 315-338 (2020). MSC: 60J80 60G70 PDF BibTeX XML Cite \textit{M. Barczy} et al., Mod. Stoch., Theory Appl. 7, No. 3, 315--338 (2020; Zbl 07296196) Full Text: DOI
Li, Xian; Xie, Jiangqiong; Wang, Zhiguo; Shen, Xiaojing Time-varying Gaussian process assume density filter algorithm. (Chinese. English summary) Zbl 07295816 J. Syst. Sci. Math. Sci. 40, No. 4, 578-586 (2020). MSC: 60G15 60G35 PDF BibTeX XML Cite \textit{X. Li} et al., J. Syst. Sci. Math. Sci. 40, No. 4, 578--586 (2020; Zbl 07295816)
Li, Shuyi; Wei, Yuming; Peng, Huaqin A stochastic SIS epidemic model with Ornstein-Uhlenbeck process. (Chinese. English summary) Zbl 07295266 J. Guangxi Norm. Univ., Nat. Sci. 38, No. 4, 74-81 (2020). MSC: 60H10 92D30 PDF BibTeX XML Cite \textit{S. Li} et al., J. Guangxi Norm. Univ., Nat. Sci. 38, No. 4, 74--81 (2020; Zbl 07295266) Full Text: DOI
Su, Zhaopin; Li, Mohan; Zhang, Guofu; Liu, Yang Modeling and solving the repair crew scheduling for the damaged road networks based on Q-learning. (Chinese. English summary) Zbl 07294822 Acta Autom. Sin. 46, No. 7, 1467-1478 (2020). MSC: 90B36 90C40 PDF BibTeX XML Cite \textit{Z. Su} et al., Acta Autom. Sin. 46, No. 7, 1467--1478 (2020; Zbl 07294822) Full Text: DOI
Saraev, Aleksandr Leonidovich; Saraev, Leonid Aleksandrovich Stochastic calculation of curves dynamics of enterprise. (Russian. English summary) Zbl 07294542 Vestn. Samar. Gos. Tekh. Univ., Ser. Fiz.-Mat. Nauki 24, No. 2, 343-364 (2020). MSC: 60H10 PDF BibTeX XML Cite \textit{A. L. Saraev} and \textit{L. A. Saraev}, Vestn. Samar. Gos. Tekh. Univ., Ser. Fiz.-Mat. Nauki 24, No. 2, 343--364 (2020; Zbl 07294542) Full Text: DOI MNR
Borisov, A. V. Robust filtering algorithm for Markov jump processes with high-frequency counting observations. (English. Russian original) Zbl 07294435 Autom. Remote Control 81, No. 4, 575-588 (2020); translation from Avtom. Telemekh. 2020, No. 4, 3-20 (2020). MSC: 93E11 60G55 PDF BibTeX XML Cite \textit{A. V. Borisov}, Autom. Remote Control 81, No. 4, 575--588 (2020; Zbl 07294435); translation from Avtom. Telemekh. 2020, No. 4, 3--20 (2020) Full Text: DOI
Kutoyants, Yu. A. Parameter estimation for continuous time hidden Markov processes. (English. Russian original) Zbl 07294381 Autom. Remote Control 81, No. 3, 445-468 (2020); translation from Avtom. Telemekh. 2020, No. 3, 86-113 (2020). MSC: 93E10 93E11 68Q17 PDF BibTeX XML Cite \textit{Yu. A. Kutoyants}, Autom. Remote Control 81, No. 3, 445--468 (2020; Zbl 07294381); translation from Avtom. Telemekh. 2020, No. 3, 86--113 (2020) Full Text: DOI
Kuznetsov, N. A.; Semenikhin, K. V. Analysis and optimization of a controlled model for a closed queueing network. (English. Russian original) Zbl 07294380 Autom. Remote Control 81, No. 3, 430-444 (2020); translation from Avtom. Telemekh. 2020, No. 3, 67-85 (2020). MSC: 94A05 68M12 93C41 60J10 93E20 PDF BibTeX XML Cite \textit{N. A. Kuznetsov} and \textit{K. V. Semenikhin}, Autom. Remote Control 81, No. 3, 430--444 (2020; Zbl 07294380); translation from Avtom. Telemekh. 2020, No. 3, 67--85 (2020) Full Text: DOI
Kleptsyna, M. L.; Marushkevych, D. A.; Chigansky, P. Yu. Asymptotic accuracy in estimation of a fractional signal in a small white noise. (English. Russian original) Zbl 07294379 Autom. Remote Control 81, No. 3, 411-429 (2020); translation from Avtom. Telemekh. 2020, No. 3, 44-66 (2020). MSC: 93E11 93C05 60G22 60H40 PDF BibTeX XML Cite \textit{M. L. Kleptsyna} et al., Autom. Remote Control 81, No. 3, 411--429 (2020; Zbl 07294379); translation from Avtom. Telemekh. 2020, No. 3, 44--66 (2020) Full Text: DOI
Mirzaee, Farshid; Samadyar, Nasrin Numerical solution of two dimensional stochastic Volterra-Fredholm integral equations via operational matrix method based on hat functions. (English) Zbl 07293750 S\(\vec{\text{e}}\)MA J. 77, No. 3, 227-241 (2020). MSC: 45F10 14F10 65M70 65G99 PDF BibTeX XML Cite \textit{F. Mirzaee} and \textit{N. Samadyar}, S\(\vec{\text{e}}\)MA J. 77, No. 3, 227--241 (2020; Zbl 07293750) Full Text: DOI
Kong, Xin-Bing; Lin, Jin-Guan; Liu, Guang-Ying Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data. (English) Zbl 07293109 Random Matrices Theory Appl. 9, No. 3, Article ID 2050007, 23 p. (2020). MSC: 62M05 62G20 62H12 60J76 60G20 PDF BibTeX XML Cite \textit{X.-B. Kong} et al., Random Matrices Theory Appl. 9, No. 3, Article ID 2050007, 23 p. (2020; Zbl 07293109) Full Text: DOI
Guerdouh, Dalila; Khelfallah, Nabil; Mezerdi, Brahim On the well-posedness of coupled forward-backward stochastic differential equations driven by Teugels martingales. (English) Zbl 07292735 Math. Methods Appl. Sci. 43, No. 17, 10296-10318 (2020). MSC: 60H10 PDF BibTeX XML Cite \textit{D. Guerdouh} et al., Math. Methods Appl. Sci. 43, No. 17, 10296--10318 (2020; Zbl 07292735) Full Text: DOI
Melikov, A. Z.; Aliyeva, S. H.; Shahmaliyev, M. O. Methods for computing a system with instantaneous feedback and variable input stream intensity. (English. Russian original) Zbl 07291738 Autom. Remote Control 81, No. 9, 1647-1658 (2020); translation from Avtom. Telemekh. 2020, No. 9, 105-119 (2020). MSC: 93C83 93E03 93B52 PDF BibTeX XML Cite \textit{A. Z. Melikov} et al., Autom. Remote Control 81, No. 9, 1647--1658 (2020; Zbl 07291738); translation from Avtom. Telemekh. 2020, No. 9, 105--119 (2020) Full Text: DOI
Xu, Kuang; Yun, Se-Young Reinforcement with fading memories. (English) Zbl 1451.90081 Math. Oper. Res. 45, No. 4, 1258-1288 (2020). MSC: 90B50 PDF BibTeX XML Cite \textit{K. Xu} and \textit{S.-Y. Yun}, Math. Oper. Res. 45, No. 4, 1258--1288 (2020; Zbl 1451.90081) Full Text: DOI
Laraki, Rida; Renault, Jérôme Acyclic gambling games. (English) Zbl 07291315 Math. Oper. Res. 45, No. 4, 1237-1257 (2020). MSC: 91A15 91A05 91A60 60G40 90C40 PDF BibTeX XML Cite \textit{R. Laraki} and \textit{J. Renault}, Math. Oper. Res. 45, No. 4, 1237--1257 (2020; Zbl 07291315) Full Text: DOI
Lehrer, Ehud; Shaiderman, Dimitry Exchangeable processes: de Finetti’s theorem revisited. (English) Zbl 07291310 Math. Oper. Res. 45, No. 3, 1153-1163 (2020). MSC: 60G09 60G10 91B06 PDF BibTeX XML Cite \textit{E. Lehrer} and \textit{D. Shaiderman}, Math. Oper. Res. 45, No. 3, 1153--1163 (2020; Zbl 07291310) Full Text: DOI
Verovkin, G. K.; Marynych, A. V. Stationary limits of shot noise processes. (English. Ukrainian original) Zbl 07291166 Theory Probab. Math. Stat. 101, 67-83 (2020); translation from Teor. Jmovirn. Mat. Stat. 101, 63-77 (2019). MSC: 60K05 60F17 60F05 PDF BibTeX XML Cite \textit{G. K. Verovkin} and \textit{A. V. Marynych}, Theory Probab. Math. Stat. 101, 67--83 (2020; Zbl 07291166); translation from Teor. Jmovirn. Mat. Stat. 101, 63--77 (2019) Full Text: DOI
Vasylyk, O. I. Properties of strictly \(\varphi \)-sub-Gaussian quasi-shot-noise processes. (English. Ukrainian original) Zbl 07291165 Theory Probab. Math. Stat. 101, 51-65 (2020); translation from Teor. Jmovirn. Mat. Stat. 101, 49-62 (2019). MSC: 60G07 60K25 60G15 60G99 PDF BibTeX XML Cite \textit{O. I. Vasylyk}, Theory Probab. Math. Stat. 101, 51--65 (2020; Zbl 07291165); translation from Teor. Jmovirn. Mat. Stat. 101, 49--62 (2019) Full Text: DOI
Bonomelli, Marco; Giacometti, Rosella; Ortobelli Lozza, Sergio Joint tails impact in stochastic volatility portfolio selection models. (English) Zbl 07290761 Ann. Oper. Res. 292, No. 2, 833-848 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 60E15 60J28 PDF BibTeX XML Cite \textit{M. Bonomelli} et al., Ann. Oper. Res. 292, No. 2, 833--848 (2020; Zbl 07290761) Full Text: DOI
Sau, Anurag; Saha, Bapi; Bhattacharya, Sabyasachi An extended stochastic Allee model with harvesting and the risk of extinction of the herring population. (English) Zbl 1453.92261 J. Theor. Biol. 503, Article ID 110375, 12 p. (2020). MSC: 92D25 91B76 60H10 60J85 PDF BibTeX XML Cite \textit{A. Sau} et al., J. Theor. Biol. 503, Article ID 110375, 12 p. (2020; Zbl 1453.92261) Full Text: DOI
Yokoi, Soma; Otsuka, Takuma; Sato, Issei Weak approximation of transformed stochastic gradient MCMC. (English) Zbl 07289243 Mach. Learn. 109, No. 9-10, 1903-1923 (2020). MSC: 68T05 PDF BibTeX XML Cite \textit{S. Yokoi} et al., Mach. Learn. 109, No. 9--10, 1903--1923 (2020; Zbl 07289243) Full Text: DOI
Nosal’, Iu. A.; Teretenkov, A. E. Exact dynamics of moments and correlation functions for GKSL fermionic equations of Poisson type. (English. Russian original) Zbl 07289088 Math. Notes 108, No. 6, 911-915 (2020); translation from Mat. Zametki 108, No. 6, 947-951 (2020). MSC: 81P16 81S25 60G55 81V72 82C35 81T10 81U15 81S22 PDF BibTeX XML Cite \textit{Iu. A. Nosal'} and \textit{A. E. Teretenkov}, Math. Notes 108, No. 6, 911--915 (2020; Zbl 07289088); translation from Mat. Zametki 108, No. 6, 947--951 (2020) Full Text: DOI
Valjarević, Dragana; Petrović, Ljiljana Statistical causality and separable processes. (English) Zbl 07287593 Stat. Probab. Lett. 167, Article ID 108915, 6 p. (2020). MSC: 60G44 60H10 62P20 60H07 PDF BibTeX XML Cite \textit{D. Valjarević} and \textit{L. Petrović}, Stat. Probab. Lett. 167, Article ID 108915, 6 p. (2020; Zbl 07287593) Full Text: DOI
Lv, Guangying; Wei, Jinlong Blowup solutions for stochastic parabolic equations. (English) Zbl 07287571 Stat. Probab. Lett. 166, Article ID 108876, 6 p. (2020). MSC: 35R60 35B44 35K20 60H15 60H40 35B51 PDF BibTeX XML Cite \textit{G. Lv} and \textit{J. Wei}, Stat. Probab. Lett. 166, Article ID 108876, 6 p. (2020; Zbl 07287571) Full Text: DOI
Fazekas, István; Barta, Attila; Noszály, Csaba Simulation results on a triangle-based network evolution model. (English) Zbl 07287430 Ann. Math. Inform. 51, 7-15 (2020). MSC: 05C80 90B15 60J85 PDF BibTeX XML Cite \textit{I. Fazekas} et al., Ann. Math. Inform. 51, 7--15 (2020; Zbl 07287430) Full Text: DOI
Vo, Thi Phuong Thuy Chain-referral sampling on stochastic block models. (English) Zbl 07285911 ESAIM, Probab. Stat. 24, 718-738 (2020). MSC: 60J05 05C80 60F17 90B15 92D30 91D30 PDF BibTeX XML Cite \textit{T. P. T. Vo}, ESAIM, Probab. Stat. 24, 718--738 (2020; Zbl 07285911) Full Text: DOI
Eisenberg, Julia; Mishura, Yuliya Optimising dividends and consumption under an exponential CIR as a discount factor. (English) Zbl 07285840 Math. Methods Oper. Res. 92, No. 2, 285-309 (2020). MSC: 91G05 91B42 93E20 60J70 PDF BibTeX XML Cite \textit{J. Eisenberg} and \textit{Y. Mishura}, Math. Methods Oper. Res. 92, No. 2, 285--309 (2020; Zbl 07285840) Full Text: DOI